IntraAlpha
Create free account Start free

Genesis Energy, L.P. GEL

i

Market dataready · fetched 2026-11-04T07:37:38.024Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-04T00:00:00.003219659Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T07:37:37.453312+00:00

Share price$14.41
1D+0.1%
AH$14.06$14.17$14.29$14.40$14.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGEL
Sold putSold callAH

Genesis Energy, L.P. options

Live interpolated GEL call and put midpoint premiums by absolute delta.Genesis Energy, L.P.$0.02$1.16$2.29$3.42$4.55$9.65$11.72$13.79$15.87$17.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GEL spot · $14.41GEL PRICE$0.15$0.19$0.22$0.38$0.81$1.24$1.66$2.09$2.52$2.94$3.37$3.80$4.22$0.71$0.92$1.12$1.33$1.54$1.75$1.96$2.17$2.37$2.58$2.79$3.00$3.21
PutsExpensive3.69×
CallsExpensive2.40×
SkewBearish+40.10 pp
Implied moveBearish±$3.62
TiltBearish3.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.1544.3%13.1%10.85164.8%29.6%
25Δ15.7242.4%10.4%11.39158.9%27.3%
30Δ15.2940.5%7.7%11.92152.9%25.1%
35Δ14.8643.3%5.7%12.45146.9%22.8%
40Δ14.3956.5%5.5%12.99140.9%20.6%
45Δ13.9369.7%5.2%13.52134.9%18.3%
50Δ13.4682.9%5.0%14.06128.9%16.0%
55Δ13.0096.1%4.7%14.59122.9%13.8%
60Δ12.54109.3%4.5%15.12116.9%11.5%
65Δ12.07122.5%4.2%15.66110.9%9.3%
70Δ11.61135.7%3.9%16.19104.9%7.0%
75Δ11.15148.9%3.7%16.7298.9%4.7%
80Δ10.68162.1%3.4%17.2692.9%2.5%

20Δ

Calls
Pseudo strike
16.15
IV
44.3%
B/E move
13.1%
Puts
Pseudo strike
10.85
IV
164.8%
B/E move
29.6%

25Δ

Calls
Pseudo strike
15.72
IV
42.4%
B/E move
10.4%
Puts
Pseudo strike
11.39
IV
158.9%
B/E move
27.3%

30Δ

Calls
Pseudo strike
15.29
IV
40.5%
B/E move
7.7%
Puts
Pseudo strike
11.92
IV
152.9%
B/E move
25.1%

35Δ

Calls
Pseudo strike
14.86
IV
43.3%
B/E move
5.7%
Puts
Pseudo strike
12.45
IV
146.9%
B/E move
22.8%

40Δ

Calls
Pseudo strike
14.39
IV
56.5%
B/E move
5.5%
Puts
Pseudo strike
12.99
IV
140.9%
B/E move
20.6%

45Δ

Calls
Pseudo strike
13.93
IV
69.7%
B/E move
5.2%
Puts
Pseudo strike
13.52
IV
134.9%
B/E move
18.3%

50Δ

Calls
Pseudo strike
13.46
IV
82.9%
B/E move
5.0%
Puts
Pseudo strike
14.06
IV
128.9%
B/E move
16.0%

55Δ

Calls
Pseudo strike
13.00
IV
96.1%
B/E move
4.7%
Puts
Pseudo strike
14.59
IV
122.9%
B/E move
13.8%

60Δ

Calls
Pseudo strike
12.54
IV
109.3%
B/E move
4.5%
Puts
Pseudo strike
15.12
IV
116.9%
B/E move
11.5%

65Δ

Calls
Pseudo strike
12.07
IV
122.5%
B/E move
4.2%
Puts
Pseudo strike
15.66
IV
110.9%
B/E move
9.3%

70Δ

Calls
Pseudo strike
11.61
IV
135.7%
B/E move
3.9%
Puts
Pseudo strike
16.19
IV
104.9%
B/E move
7.0%

75Δ

Calls
Pseudo strike
11.15
IV
148.9%
B/E move
3.7%
Puts
Pseudo strike
16.72
IV
98.9%
B/E move
4.7%

80Δ

Calls
Pseudo strike
10.68
IV
162.1%
B/E move
3.4%
Puts
Pseudo strike
17.26
IV
92.9%
B/E move
2.5%

Options history

IV · four-Friday blend31.15%
Daily close
GEL30.1%38.0%45.9%2026-08-07: 38.15%2026-09-18: 34.99%2026-09-21: 44.82%2026-09-23: 31.15%Aug 7Sep 18Sep 23
4 observations2026-08-07 — 2026-09-23
Table
DateIV (%)
38.15%
34.99%
44.82%
31.15%